Stephen J. Leybourne

8.7k total citations · 2 hit papers
137 papers, 5.9k citations indexed

About

Stephen J. Leybourne is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Stephen J. Leybourne has authored 137 papers receiving a total of 5.9k indexed citations (citations by other indexed papers that have themselves been cited), including 106 papers in General Economics, Econometrics and Finance, 100 papers in Economics and Econometrics and 67 papers in Finance. Recurrent topics in Stephen J. Leybourne's work include Monetary Policy and Economic Impact (106 papers), Market Dynamics and Volatility (65 papers) and Financial Risk and Volatility Modeling (59 papers). Stephen J. Leybourne is often cited by papers focused on Monetary Policy and Economic Impact (106 papers), Market Dynamics and Volatility (65 papers) and Financial Risk and Volatility Modeling (59 papers). Stephen J. Leybourne collaborates with scholars based in United Kingdom, Australia and Canada. Stephen J. Leybourne's co-authors include Paul Newbold, David I. Harvey, Brendan McCabe, Robert Taylor, Dimitrios V. Vougas, Terence C. Mills, Robert Sollis, Tae‐Hwan Kim, David Harris and L. Vanessa Smith and has published in prestigious journals such as Biometrika, Journal of Econometrics and Journal of the Royal Statistical Society Series B (Statistical Methodology).

In The Last Decade

Stephen J. Leybourne

131 papers receiving 5.5k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Testing the equality of prediction mean squared errors

1997 1.3k citations David I. Harvey, Stephen J. Leybourne et al. profile →
Tests for Forecast Encompassing

1998 513 citations David I. Harvey, Stephen J. Leybourne et al. Journal of Business and Economic Statistics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Stephen J. Leybourne United Kingdom	33	4.4k	3.5k	2.3k	813	385	137	5.9k
George Kapetanios United Kingdom	34	4.5k 1.0×	3.3k 0.9×	1.9k 0.8×	582 0.7×	370 1.0×	220	5.8k
Massimiliano Marcellino Italy	44	4.5k 1.0×	4.2k 1.2×	2.1k 0.9×	1.0k 1.3×	337 0.9×	232	6.1k
Graham Elliott United States	26	5.1k 1.2×	4.2k 1.2×	2.4k 1.0×	643 0.8×	493 1.3×	55	7.0k
Dick van Dijk Netherlands	39	4.0k 0.9×	2.7k 0.8×	3.4k 1.5×	830 1.0×	344 0.9×	172	6.1k
Lucrezia Reichlin United Kingdom	37	5.6k 1.3×	5.7k 1.6×	3.1k 1.4×	1.0k 1.3×	652 1.7×	100	8.1k
Michael P. Clements United Kingdom	35	3.4k 0.8×	3.1k 0.9×	1.4k 0.6×	1.5k 1.8×	251 0.7×	127	4.9k
David I. Harvey United Kingdom	26	2.7k 0.6×	2.1k 0.6×	1.4k 0.6×	788 1.0×	200 0.5×	88	3.8k
Roberto S. Mariano United States	20	4.2k 0.9×	3.3k 0.9×	2.9k 1.3×	1.6k 1.9×	403 1.0×	73	6.7k
Frank Schorfheide United States	37	5.0k 1.1×	5.3k 1.5×	1.8k 0.8×	389 0.5×	238 0.6×	119	6.4k
Terence C. Mills United Kingdom	31	2.9k 0.7×	1.7k 0.5×	1.4k 0.6×	599 0.7×	166 0.4×	190	4.6k

Countries citing papers authored by Stephen J. Leybourne

Since Specialization

Citations

This map shows the geographic impact of Stephen J. Leybourne's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stephen J. Leybourne with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stephen J. Leybourne more than expected).

Fields of papers citing papers by Stephen J. Leybourne

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stephen J. Leybourne. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stephen J. Leybourne. The network helps show where Stephen J. Leybourne may publish in the future.

Co-authorship network of co-authors of Stephen J. Leybourne

This figure shows the co-authorship network connecting the top 25 collaborators of Stephen J. Leybourne. A scholar is included among the top collaborators of Stephen J. Leybourne based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Stephen J. Leybourne. Stephen J. Leybourne is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Harvey, David I., et al.. (2025). Unit Root Tests for Explosive Financial Bubbles in the Presence of Deterministic Level Shifts. Oxford Bulletin of Economics and Statistics. 87(5). 880–898.

Harvey, David I., et al.. (2024). Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments. Journal of Business and Economic Statistics. 43(3). 643–656.

Harvey, David I., et al.. (2018). Real‐Time Monitoring for Explosive Financial Bubbles. Journal of Time Series Analysis. 39(6). 863–891. 20 indexed citations

Harvey, David I., et al.. (2017). Testing for a unit root against ESTAR stationarity. Studies in Nonlinear Dynamics and Econometrics. 22(1). 1 indexed citations

Harvey, David I., et al.. (2017). Tests for an end-of-sample bubble in financial time series. Econometric Reviews. 36(6-9). 651–666. 28 indexed citations

Leybourne, Stephen J., et al.. (2016). Testing for a Change in Mean under Fractional Integration. White Rose Research Online (University of Leeds, The University of Sheffield, University of York). 9(1). 2 indexed citations

Harvey, David I., et al.. (2016). The Impact of the Initial Condition on Covariate Augmented Unit Root Tests. Nottingham ePrints (University of Nottingham). 9(1). 1 indexed citations

Harvey, David I. & Stephen J. Leybourne. (2014). Confidence sets for the date of a break in level and trend when the order of integration is unknown. Journal of Econometrics. 184(2). 262–279. 1 indexed citations

Cavaliere, Giuseppe, David I. Harvey, Stephen J. Leybourne, & Robert Taylor. (2014). Testing for Unit Roots Under Multiple Possible Trend Breaks and Non‐Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics. Journal of Time Series Analysis. 36(5). 603–629. 3 indexed citations

10.

Leybourne, Stephen J., et al.. (2012). ON THE BEHAVIOR OF FIXED-bTREND BREAK TESTS UNDER FRACTIONAL INTEGRATION. Econometric Theory. 29(2). 393–418. 4 indexed citations

11.

Harvey, David I., Stephen J. Leybourne, & Robert Taylor. (2009). REJOINDER. Econometric Theory. 25(3). 658–667. 1 indexed citations

12.

Harris, David, Stephen J. Leybourne, & Brendan McCabe. (2006). Panel Stationarity Tests for Purchasing Power Parity with Cross-Sectional Dependence. SSRN Electronic Journal. 1 indexed citations

13.

Leybourne, Stephen J., Tae‐Hwan Kim, & Paul Newbold. (2005). More powerful modifications of unit root tests allowing structural change. Journal of Statistical Computation and Simulation. 75(11). 869–888. 1 indexed citations

14.

Taylor, Robert & Stephen J. Leybourne. (2004). Some New Tests for a Change in Persistence. Economics bulletin. 3(39). 1–10. 3 indexed citations

15.

Leybourne, Stephen J., et al.. (2003). Seasonal Unit Root Tests Based on Forward and Reverse Estimation. University of Birmingham Research Portal (University of Birmingham). 2 indexed citations

16.

McCabe, Brendan, Stephen J. Leybourne, & David Harris. (2003). Testing for Stochastic Cointegration and Evidence for Present Value Models. RePEc: Research Papers in Economics. 7 indexed citations

17.

Leybourne, Stephen J., Paul Newbold, Dimitrios V. Vougas, & Tae‐Hwan Kim. (2002). A Direct Test for Cointegration Between a Pair of Time Series. SSRN Electronic Journal. 4 indexed citations

18.

Taylor, Robert & Stephen J. Leybourne. (1999). Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function. Manchester School. 67(3). 261–286. 2 indexed citations

19.

Leybourne, Stephen J. & Brendan McCabe. (1994). A Consistent Test for a Unit Root. Journal of Business and Economic Statistics. 12(2). 157–166. 184 indexed citations

20.

Crafts, Nicholas, Stephen J. Leybourne, & Terence C. Mills. (1990). Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates. Explorations in Economic History. 27(4). 442–467. 18 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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